You can go either way. Onboard compressor or charge them at a gas station or home compressor.

 

Yep, if you want to spend the $ and "deck it out" you can opt for onboard compressor, auto levels, etc. But you don't need to by any means.

I just have the bags and a fill valve mounted on my rear receiver hitch. I fill 'em when I need 'em and air 'em down to about 10# when I don't. I spent $180 on this setup about four years ago.

I'll never own another truck without putting bags on it...

 

shocks can go whenever.. had mine replaces at 12k mile. and i do mostly city and highway driving. luckily still under warrant